Public Information Priorities across Weather Hazards and Time Scales

Information Flow Between Volatilities Across Time Scales

Conventional time series analysis, focusing exclusively on a time series at a given scale, lacks the ability to explain the nature of the data generating process. A process equation that successfully explains daily price changes, for example, is unable to characterize the nature of hourly price changes. On the other hand, statistical properties of monthly price changes are often not fully cover...

Asymmetry of Information Flow Between Volatilities Across Time Scales

Conventional time series analysis, focusing exclusively on a time series at a given scale, lacks the ability to explain the nature of the data generating process. A process equation that successfully explains daily price changes, for example, is unable to characterize the nature of hourly price changes. On the other hand, statistical properties of monthly price changes are often not fully cover...

Combining Information Across Spatial Scales

Spatial and spatial-temporal processes in the physical, environmental, and biological sciences often exhibit complicated and diverse patterns across different spacetime scales. Both scientific understanding, often reflected in computer models, and observational data vary in form and content across scales. We develop and examine a Bayesian hierarchical framework by which the combination of such ...

Expected Returns Across Time Scales

This paper studies the role of ‡uctuations in the aggregate price-earning ratio at di¤erent time scales for predicting stock returns and explore the channels through which returns are predicted. Using U.S. quarterly and international monthly data, we …nd that cycles in the price-earning ratio are strong and better predictors of future returns at short and intermediate horizons than the aggregat...

Epitaxial Nanostructures across Length and Time Scales